BNP Paribas Call 50 RMBS 21.03.2025
/ DE000PG4U5W4
BNP Paribas Call 50 RMBS 21.03.20.../ DE000PG4U5W4 /
| 11/13/2024 8:53:43 AM |
Chg.-0.050 |
Bid7:50:07 PM |
Ask7:50:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.940EUR |
-5.05% |
0.920
Bid Size: 28,200 |
0.940
Ask Size: 28,200 |
Rambus Inc |
50.00 USD |
3/21/2025 |
Call |
Master data
| WKN: |
PG4U5W |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Rambus Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
50.00 USD |
| Maturity: |
3/21/2025 |
| Issue date: |
7/25/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.94 |
| Intrinsic value: |
0.51 |
| Implied volatility: |
0.56 |
| Historic volatility: |
0.54 |
| Parity: |
0.51 |
| Time value: |
0.46 |
| Break-even: |
56.80 |
| Moneyness: |
1.11 |
| Premium: |
0.09 |
| Premium p.a.: |
0.28 |
| Spread abs.: |
0.02 |
| Spread %: |
2.11% |
| Delta: |
0.69 |
| Theta: |
-0.03 |
| Omega: |
3.73 |
| Rho: |
0.09 |
Quote data
| Open: |
0.940 |
| High: |
0.940 |
| Low: |
0.940 |
| Previous Close: |
0.990 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+38.24% |
| 1 Month |
|
|
+141.03% |
| 3 Months |
|
|
+95.83% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.040 |
0.680 |
| 1M High / 1M Low: |
1.040 |
0.320 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.946 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.564 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
356.32% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
